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XDG.TO vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDG.TO vs. VXUS

Last updated Jun 4, 2026

XDG.TO (iShares Core MSCI Global Quality Dividend Index ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - XDG.TO tracks the Morningstar Gbl GR CAD while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 5 years, XDG.TO returned 11.34%/yr vs 11.69%/yr for VXUS. A 0.64 correlation means they provide meaningful diversification when combined. XDG.TO charges 0.22%/yr vs 0.05%/yr for VXUS.

Performance

XDG.TO vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDG.TO is traded in CAD, while VXUS is traded in USD. To make them comparable, the VXUS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDG.TO achieves a 9.07% return, which is significantly lower than VXUS's 16.39% return.

XDG.TO

1D
0.00%
1M
3.72%
YTD
9.07%
6M
8.39%
1Y
19.79%
3Y*
15.60%
5Y*
11.34%
10Y*
—

VXUS

1D
0.00%
1M
7.40%
YTD
16.39%
6M
17.16%
1Y
34.50%
3Y*
20.93%
5Y*
11.69%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDG.TO vs. VXUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDG.TO
iShares Core MSCI Global Quality Dividend Index ETF		9.07%13.74%17.44%7.06%1.78%15.16%-1.68%17.32%0.98%2.14%
VXUS
Vanguard Total International Stock ETF		15.70%26.28%14.10%13.31%-10.10%8.00%8.79%15.76%-7.17%5.17%

Correlation

The correlation between XDG.TO and VXUS is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2017

0.64

The correlation between XDG.TO and VXUS has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

XDG.TO vs. VXUS - Sectors Allocation Comparison

Sectors
XDG.TO
VXUS

Healthcare

16.9%
7.1%

Consumer Defensive

14.9%
5.0%

Financial Services

13.0%
22.3%

Industrials

12.4%
16.1%

Energy

10.5%
5.2%

Technology

9.3%
18.1%

Consumer Cyclical

9.2%
8.4%

Utilities

5.6%
3.2%

Communication Services

3.3%
4.4%

Basic Materials

2.3%
7.6%

Real Estate

0.2%
2.6%

Healthcare

XDG.TO
16.9%
VXUS
7.1%

Consumer Defensive

XDG.TO
14.9%
VXUS
5.0%

Financial Services

XDG.TO
13.0%
VXUS
22.3%

Industrials

XDG.TO
12.4%
VXUS
16.1%

Energy

XDG.TO
10.5%
VXUS
5.2%

Technology

XDG.TO
9.3%
VXUS
18.1%

Consumer Cyclical

XDG.TO
9.2%
VXUS
8.4%

Utilities

XDG.TO
5.6%
VXUS
3.2%

Communication Services

XDG.TO
3.3%
VXUS
4.4%

Basic Materials

XDG.TO
2.3%
VXUS
7.6%

Real Estate

XDG.TO
0.2%
VXUS
2.6%

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iShares Core MSCI Global Quality Dividend Index ETF

Vanguard Total International Stock ETF

Often compared with XDG.TO:
XDG.TO vs. XDIV.TOXDG.TO vs. XEQT.TOXDG.TO vs. XAW.TOXDG.TO vs. XDU.TOXDG.TO vs. XDGH.TOXDG.TO vs. CYH.TOXDG.TO vs. SCHD
Often compared with VXUS:
VXUS vs. VTIVXUS vs. VOOVXUS vs. VTVXUS vs. VEAVXUS vs. FZILXVXUS vs. VEUVXUS vs. SCHF

Return for Risk

XDG.TO vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDG.TO
XDG.TO Risk / Return Rank: 5454
Overall Rank
XDG.TO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDG.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
XDG.TO Omega Ratio Rank: 5353
Omega Ratio Rank
XDG.TO Calmar Ratio Rank: 5050
Calmar Ratio Rank
XDG.TO Martin Ratio Rank: 5252
Martin Ratio Rank
VXUS
VXUS Risk / Return Rank: 6060
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6262
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDG.TO vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) and Vanguard Total International Stock ETF (VXUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

XDG.TOVXUSDifference
Sharpe ratioReturn per unit of total volatility
1.93
2.44

-0.52

Sortino ratioReturn per unit of downside risk
2.79
3.34

-0.56

Omega ratioGain probability vs. loss probability

1.34

1.46

-0.13

Calmar ratioReturn relative to maximum drawdown

2.53

3.18

-0.66

Martin ratioReturn relative to average drawdown

9.02

13.05

-4.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDG.TO vs. VXUS - Sharpe Ratio Comparison

The current XDG.TO Sharpe Ratio is 1.93, which is comparable to the VXUS Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of XDG.TO and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XDG.TOVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

2.44

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.90

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.74

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.63

+0.07

Drawdowns

XDG.TO vs. VXUS - Drawdown Comparison

The maximum XDG.TO drawdown since its inception was -27.08%, roughly equal to the maximum VXUS drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for XDG.TO and VXUS.

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Drawdown Indicators

XDG.TOVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-27.08%

-27.91%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.87%

-10.88%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.33%

-13.95%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-12.33%

-22.90%

+10.57%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.91%

—

Current Drawdown

Current decline from peak

-1.95%

0.00%

-1.95%

Average Drawdown

Average peak-to-trough decline

-2.92%

-5.12%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.65%

-0.45%

Volatility

XDG.TO vs. VXUS - Volatility Comparison

The current volatility for iShares Core MSCI Global Quality Dividend Index ETF (XDG.TO) is 3.12%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.31%. This indicates that XDG.TO experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDG.TOVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

5.31%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.06%

12.25%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.31%

14.19%

-3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.56%

13.09%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.14%

14.36%

-1.22%

XDG.TO vs. VXUS - Expense Ratio Comparison

XDG.TO has a 0.22% expense ratio, which is higher than VXUS's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XDG.TO vs. VXUS - Dividend Comparison

XDG.TO's dividend yield for the trailing twelve months is around 2.82%, more than VXUS's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
VXUS
Vanguard Total International Stock ETF		2.66%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
XDG.TO
iShares Core MSCI Global Quality Dividend Index ETF		2.82%2.89%2.90%3.13%3.27%2.97%3.27%3.18%3.47%1.67%0.00%0.00%

Frequently Asked Questions

XDG.TO and VXUS have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.22% for XDG.TO.

XDG.TO tracks Morningstar Gbl GR CAD, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.22% for XDG.TO and 0.05% for VXUS.

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